+392.6%
STM vs EIX
+29.5%
+363.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.9% | +5.2% |
| 7D | -10.7% | +1.0% | -11.7% | -11.1% |
| 30D | -25.7% | +9.1% | -34.9% | -27.8% |
| 3M | -21.6% | -10.2% | -11.3% | -20.6% |
| 6M | -27.8% | -11.2% | -16.6% | -27.0% |
| YTD | +61.8% | +4.5% | +57.3% | +53.5% |
| 1Y | +78.1% | +10.9% | +67.2% | +65.1% |
| 3Y | +4.9% | +8.4% | -3.5% | -4.2% |
| 5Y | -14.3% | +18.0% | -32.2% | -24.9% |
| All | +392.6% | +29.5% | +363.1% | +300.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling